OpenBSD: Defining a new loopback interface

As hinted at in lo(4), you may create /etc/hostname.lo1:

inet 127.0.0.2 255.0.0.0

This will create the lo1 interface when the boot process runs /etc/netstart. With that file in place, you may also set up the interface without rebooting through

$ doas sh /etc/netstart lo1

The interface is reported as

lo1: flags=8049<UP,LOOPBACK,RUNNING,MULTICAST> mtu 32768
        index 4 priority 0 llprio 3
        groups: lo
        inet 127.0.0.2 netmask 0xff000000

by ifconfig.

For further info, see hostname.if(5), netstart(8) and ifconfig(8).